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CSGP vs. TMO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


CSGPTMO
YTD Return1.25%12.93%
1Y Return16.62%15.56%
3Y Return (Ann)2.49%9.54%
5Y Return (Ann)11.35%18.34%
10Y Return (Ann)19.14%18.06%
Sharpe Ratio0.570.69
Daily Std Dev28.99%21.35%
Max Drawdown-71.10%-71.16%
Current Drawdown-11.29%-9.73%

Fundamentals


CSGPTMO
Market Cap$36.70B$226.37B
EPS$0.72$15.60
PE Ratio124.8338.01
PEG Ratio8.642.81
Revenue (TTM)$2.53B$42.49B
Gross Profit (TTM)$1.77B$19.00B
EBITDA (TTM)$282.50M$10.78B

Correlation

-0.50.00.51.00.4

The correlation between CSGP and TMO is 0.35, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

CSGP vs. TMO - Performance Comparison

In the year-to-date period, CSGP achieves a 1.25% return, which is significantly lower than TMO's 12.93% return. Over the past 10 years, CSGP has outperformed TMO with an annualized return of 19.14%, while TMO has yielded a comparatively lower 18.06% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


2,000.00%4,000.00%6,000.00%8,000.00%10,000.00%December2024FebruaryMarchAprilMay
9,529.95%
2,317.65%
CSGP
TMO

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


CoStar Group, Inc.

Thermo Fisher Scientific Inc.

Risk-Adjusted Performance

CSGP vs. TMO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for CoStar Group, Inc. (CSGP) and Thermo Fisher Scientific Inc. (TMO). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


CSGP
Sharpe ratio
The chart of Sharpe ratio for CSGP, currently valued at 0.57, compared to the broader market-2.00-1.000.001.002.003.004.000.57
Sortino ratio
The chart of Sortino ratio for CSGP, currently valued at 0.98, compared to the broader market-4.00-2.000.002.004.006.000.98
Omega ratio
The chart of Omega ratio for CSGP, currently valued at 1.13, compared to the broader market0.501.001.502.001.13
Calmar ratio
The chart of Calmar ratio for CSGP, currently valued at 0.56, compared to the broader market0.002.004.006.000.56
Martin ratio
The chart of Martin ratio for CSGP, currently valued at 1.68, compared to the broader market-10.000.0010.0020.0030.001.68
TMO
Sharpe ratio
The chart of Sharpe ratio for TMO, currently valued at 0.69, compared to the broader market-2.00-1.000.001.002.003.004.000.69
Sortino ratio
The chart of Sortino ratio for TMO, currently valued at 1.09, compared to the broader market-4.00-2.000.002.004.006.001.09
Omega ratio
The chart of Omega ratio for TMO, currently valued at 1.14, compared to the broader market0.501.001.502.001.14
Calmar ratio
The chart of Calmar ratio for TMO, currently valued at 0.42, compared to the broader market0.002.004.006.000.42
Martin ratio
The chart of Martin ratio for TMO, currently valued at 1.57, compared to the broader market-10.000.0010.0020.0030.001.57

CSGP vs. TMO - Sharpe Ratio Comparison

The current CSGP Sharpe Ratio is 0.57, which roughly equals the TMO Sharpe Ratio of 0.69. The chart below compares the 12-month rolling Sharpe Ratio of CSGP and TMO.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50December2024FebruaryMarchAprilMay
0.57
0.69
CSGP
TMO

Dividends

CSGP vs. TMO - Dividend Comparison

CSGP has not paid dividends to shareholders, while TMO's dividend yield for the trailing twelve months is around 0.24%.


TTM20232022202120202019201820172016201520142013
CSGP
CoStar Group, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TMO
Thermo Fisher Scientific Inc.
0.24%0.26%0.22%0.16%0.19%0.23%0.30%0.32%0.43%0.42%0.48%0.54%

Drawdowns

CSGP vs. TMO - Drawdown Comparison

The maximum CSGP drawdown since its inception was -71.10%, roughly equal to the maximum TMO drawdown of -71.16%. Use the drawdown chart below to compare losses from any high point for CSGP and TMO. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%December2024FebruaryMarchAprilMay
-11.29%
-9.73%
CSGP
TMO

Volatility

CSGP vs. TMO - Volatility Comparison

CoStar Group, Inc. (CSGP) has a higher volatility of 10.45% compared to Thermo Fisher Scientific Inc. (TMO) at 6.18%. This indicates that CSGP's price experiences larger fluctuations and is considered to be riskier than TMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%December2024FebruaryMarchAprilMay
10.45%
6.18%
CSGP
TMO

Financials

CSGP vs. TMO - Financials Comparison

This section allows you to compare key financial metrics between CoStar Group, Inc. and Thermo Fisher Scientific Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities



Values in USD except per share items